TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £105.829 | Carry: | £0.308 |
|---|---|---|---|---|
| mark-to-model | £105.602 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £103.191 | Variation: | £-3.248 |
| mark-to-model | £102.720 | Unexplained: | £0.255 |